Play 3 sounds with aud and wait between them
You can play multiple files with the same device, what you need are multiple factories and handles. Use a class, put the device as a global variable or as a class attribute and the handle and factory as instance attributes.

To knwo when the file ends check in a low frquency loop (Always sensor with skip > 10) if the status of the handle is false, if it is, it means that the file has ended and that you can play the next one.